Adaptive Systems

One-sided convergence of the Robbins–Monro process

T. P. Krasulina

Leningrad

Abstract: A modified Robbins–Monro procedure for estimating the root of a regression function is discussed. Almost sure convergence is proved and the procedure coordinate is shown to exceed almost surely the root only a finite numper of times.

UDC: 519.25


Received: 26.06.1984

 English version: Automation and Remote Control, 1985, 46, 1422–1424

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